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1. |
Record Nr. |
UNIPARTHENOPE000025800 |
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Autore |
Zeiss, Carl |
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Titolo |
Astronomische instrumente, astronomische optik : sternwartenkuppeln, beobachtungsleitern, Hebebühnen / Carl Zeiss |
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Pubbl/distr/stampa |
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Descrizione fisica |
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Collana |
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Disciplina |
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Collocazione |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA9910972228703321 |
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Autore |
Aronson Shlomo <1936-> |
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Titolo |
The politics and strategy of nuclear weapons in the Middle East : opacity, theory, and reality, 1960-1991 : an Israeli perspective / / Shlomo Aronson with the assistance of Oded Brosh |
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Pubbl/distr/stampa |
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Albany, : State University of New York Press, c1992 |
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ISBN |
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Descrizione fisica |
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1 online resource (415 pages) |
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Collana |
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SUNY series in Israeli studies |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Nuclear weapons - Middle East |
Nuclear weapons - Israel |
Nuclear nonproliferation |
Middle East Military policy |
Israel Military policy |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 357-369) and indexes. |
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Nota di contenuto |
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Strategy, history, and politics -- The American paradigm and early efforts to limit proliferation -- The Israeli paradigm: American controlled opacity? -- American intervention -- The 1967 war -- The road to the Yom Kippur War -- The walls of Jericho -- Sadat's peace -- The doctrine of opaque nuclear monopoly -- Lebanon and the demise of the Begin-Sharon Cabinet -- From Lebanon to the Intifada -- The rebirth of Pan-Arabism? -- India, Pakistan, North Korea, Algeria, Iran, and the rest. |
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Sommario/riassunto |
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Based on research from an array of American, Arab, British, French, German, and Israeli sources, this book provides a nuclear history of the world's most explosive region. Most significantly, it gives an exposition of Israel's acquisition and political use, or nonuse, of nuclear weapons as a central factor of its foreign policy in the 1960-1991 period. In stressing the factor of nuclear weapons, the author highlights an often-neglected aspect of Israeli security policy.This is the first interpretation of the historical development of nuclear doctrine in the Middle East that assesses the strategic implications of opacity-Israel's use of suggestion, rather than open acknowledgment, that it possesses nuclear weapons. Aronson discusses the strategic thinking of Israel, the Arab countries, the U.S., the former Soviet Union, and other countries and connects Israeli strategies for war, peace, territories, and the political economy with the use of nuclear deterrence.The author approaches the development of Israeli doctrines on nuclear weapons and defense in general within a large matrix that includes the United States; Israeli perceptions of Arab history, culture, and psychology; and Israeli perceptions of Israel's own history, culture, and psychology. He also deals with Arab perceptions of Israel's nuclear program and with Arab and Iranian incentives to go nuclear. In addition, he discusses at length the importance of nuclear factors in the conduct of the Persian Gulf War and examines the implications of the decline of the former Soviet Union for arms control and peace in the Middle East. |
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3. |
Record Nr. |
UNINA9911019556503321 |
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Autore |
Gatarek Dariusz |
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Titolo |
The LIBOR market model in practice / / Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 |
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ISBN |
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9786610740024 |
9781118673348 |
1118673344 |
9781280740022 |
1280740027 |
9780470060414 |
0470060417 |
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Descrizione fisica |
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1 online resource (292 p.) |
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Collana |
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Altri autori (Persone) |
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BachertPrzemyslaw |
MaksymiukRobert |
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Disciplina |
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Soggetti |
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Interest rates - Mathematical models |
Interest rate futures - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [259]-265) and index. |
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Nota di contenuto |
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The LIBOR Market Model in Practice; Contents; Acknowledgments; About the Authors; Introduction; Part I THEORY; 1 Mathematics in a Pill; 1.1 Probability Space and Random Variables; 1.2 Normal Distributions; 1.3 Stochastic Processes; 1.4 Wiener Processes; 1.5 Geometric Wiener Processes; 1.6 Markov Processes; 1.7 Stochastic Integrals and Stochastic Differential Equations; 1.8 Ito's Formula; 1.9 Martingales; 1.10 Girsanov's Theorem; 1.11 Black's Formula (1976); 1.12 Pricing Derivatives and Changing of Numeraire; 1.13 Pricing of Interest Rate Derivatives and the Forward Measure |
2 Heath-Jarrow-Morton and Brace-Gatarek-Musiela Models2.1 HJM and BGM Models Under the Spot Measure; 2.2 Vasicek Model; 2.3 Cox-Ingersoll-Ross Model; 2.4 Black-Karasinski Model; 2.5 HJM and BGM Models under the Forward Measures; 3 Simulation; 3.1 Simulation of HJM and BGM Models under the Forward Measure; 3.2 Monte Carlo Simulation of Multidimensional Gaussian Variables; Random numbers |
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generation; Principal Components Analysis (PCA); Cholesky decomposition; 3.3 Trinomial Tree Simulation of Multidimensional Gaussian Variables; 4 Swaption Pricing and Calibration |
4.1 Linear Pricing in the BGM Model4.2 Linear Pricing of Swaptions in the HJM Model; 4.3 Universal Volatility Function; 4.4 Time Homogeneous Volatility; 4.5 Separated Volatility; Example of Separated Calibration; 4.6 Parametrized Volatility; 4.7 Parametric Calibration to Caps and Swaptions Based on Rebonato Approach; 4.8 Semilinear Pricing of Swaptions in the BGM Model; 4.9 Semilinear Pricing of Swaptions in the HJM Model; 4.10 Nonlinear Pricing of Swaptions; 4.11 Examples; 5 Smile Modelling in the BGM Model; 5.1 The Shifted BGM Model; 5.2 Stochastic Volatility for Long Term Options |
5.3 The Uncertain Volatility Displaced LIBOR Market Model5.4 Mixing the BGM and HJM Models; 6 Simplified BGM and HJM Models; 6.1 CMS Rate Dynamics in Single-Factor HJM Model; 6.2 CMS Rate Dynamics in a Single Factor BGM Model; 6.3 Calibration; 6.4 Smile; Part II CALIBRATION; 7 Calibration Algorithms to Caps and Floors; 7.1 Introduction; 7.2 Market Data; Interpretation of ATM Swaption Quotes; 7.3 Calibration to Caps; 7.3.1 Caplet Values; 7.3.2 ATM Strikes for Caps; 7.3.3 Stripping Caplet Volatilities from Cap Quotes; 7.4 Non-Parametric Calibration Algorithms |
7.4.1 Piecewise Constant Instantaneous Volatilities Depending on the Time to Maturity7.4.2 Piecewise Constant Instantaneous Volatilities Depending on the Maturity of the Underlying Forward Rate; 7.5 Conclusions; 8 Non-Parametric Calibration Algorithms to Caps and Swaptions; 8.1 Introduction; 8.2 The Separated Approach; 8.3 The Separated Approach with Optimization; 8.4 The Locally Single Factor Approach; 8.5 Calibration with Historical Correlations of Forward Rates; 8.6 Calibration to Co-Terminal Swaptions; 8.7 Conclusions |
9 Calibration Algorithms to Caps and Swaptions Based on Optimization Techniques |
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Sommario/riassunto |
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The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, su |
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